+484.2%
SOXL vs AXP
+115.0%
+369.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +16.4% | +0.6% | +15.8% | +14.9% |
| 30D | -12.1% | -4.3% | -7.8% | -6.0% |
| 3M | -41.7% | +4.7% | -46.4% | -47.8% |
| 6M | +157.4% | +9.0% | +148.4% | +110.0% |
| YTD | +193.3% | -11.1% | +204.4% | +239.5% |
| 1Y | +355.3% | +1.3% | +354.1% | +297.4% |
| 3Y | +484.2% | +114.5% | +369.7% | +98.3% |
| All | +484.2% | +115.0% | +369.1% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling